Sobolev estimates and inverse Hölder estimates on a class of non-divergence variation-inequality problem arising in American option pricing
We studied the Sobolev estimates and inverse Hölder estimates for a class of variational inequality problems involving divergence-type parabolic operator structures. These problems arise from the valuation analysis of American contingent claim problems. First, we analyzed the uniform continuity of t...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-11-01
|
| Series: | Electronic Research Archive |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/era.2024277 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|